ML-QuantSubscribe

SSRNAsset Pricing & Factors

Equity Premium Events

The research identifies equity premium events using daily S&P 500 option expirations, finding that economic, political events, and macroeconomic releases cause the largest abnormal equity premia.

Featured in No. 50 on 22 May 2024 · 44 days after release

Released
8 Apr 2024
First featured
No. 50 · 22 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4832271

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page